Journal article · 2012

Jumps in stock returns. Evidence from the Polish Stock Exchange

Będowska-Sójka, B.

University of Lodz (materiały konferencyjne), 10, 121–135

Full text: see the publisher version via DOI.

Preprint: https://doi.org/10.2139/ssrn.2019968

Research topics: Volatility, high-frequency data and macroeconomic news

Cite

@article{ul2012_jumps,
  title = {Jumps in stock returns. Evidence from the Polish Stock Exchange},
  author = {Będowska-Sójka, B.},
  year = {2012},
  journal = {University of Lodz (materiały konferencyjne)},
  note = {10, 121–135}
}